CME Australian Dollar Future December 2020


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 0.7048 0.7115 0.0067 1.0% 0.7230
High 0.7138 0.7127 -0.0011 -0.2% 0.7237
Low 0.7048 0.7087 0.0039 0.6% 0.7057
Close 0.7128 0.7115 -0.0013 -0.2% 0.7087
Range 0.0090 0.0040 -0.0050 -55.6% 0.0180
ATR 0.0065 0.0063 -0.0002 -2.7% 0.0000
Volume 97,962 79,198 -18,764 -19.2% 421,055
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7230 0.7212 0.7137
R3 0.7190 0.7172 0.7126
R2 0.7150 0.7150 0.7122
R1 0.7132 0.7132 0.7119 0.7135
PP 0.7110 0.7110 0.7110 0.7111
S1 0.7092 0.7092 0.7111 0.7095
S2 0.7070 0.7070 0.7108
S3 0.7030 0.7052 0.7104
S4 0.6990 0.7012 0.7093
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.7667 0.7557 0.7186
R3 0.7487 0.7377 0.7137
R2 0.7307 0.7307 0.7120
R1 0.7197 0.7197 0.7104 0.7162
PP 0.7127 0.7127 0.7127 0.7110
S1 0.7017 0.7017 0.7071 0.6982
S2 0.6947 0.6947 0.7054
S3 0.6767 0.6837 0.7038
S4 0.6587 0.6657 0.6988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7138 0.7022 0.0116 1.6% 0.0053 0.7% 80% False False 83,886
10 0.7245 0.7022 0.0223 3.1% 0.0059 0.8% 42% False False 83,476
20 0.7245 0.7008 0.0237 3.3% 0.0061 0.9% 45% False False 83,831
40 0.7416 0.7008 0.0408 5.7% 0.0069 1.0% 26% False False 70,733
60 0.7416 0.7008 0.0408 5.7% 0.0067 0.9% 26% False False 47,239
80 0.7416 0.6880 0.0536 7.5% 0.0065 0.9% 44% False False 35,449
100 0.7416 0.6796 0.0620 8.7% 0.0071 1.0% 51% False False 28,376
120 0.7416 0.6386 0.1030 14.5% 0.0072 1.0% 71% False False 23,649
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7297
2.618 0.7232
1.618 0.7192
1.000 0.7167
0.618 0.7152
HIGH 0.7127
0.618 0.7112
0.500 0.7107
0.382 0.7102
LOW 0.7087
0.618 0.7062
1.000 0.7047
1.618 0.7022
2.618 0.6982
4.250 0.6917
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 0.7112 0.7103
PP 0.7110 0.7092
S1 0.7107 0.7080

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These figures are updated between 7pm and 10pm EST after a trading day.

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